#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 - 2013 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.2 with QuantLib 1.2.1

#include <Macros.h>
#include <ValueHelpers.h>
#include <Settings.h>

#include <gen/QL/Models/CalibrationHelper.h>
#pragma unmanaged 
#include <ql\models\shortrate\calibrationhelpers\caphelper.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;
using namespace Cephei::Core;
using namespace PLATFORM::Collections;

using namespace Cephei::QL::Times;
using namespace Cephei::QL;
using namespace Cephei::QL::Indexes;
using namespace Cephei::QL::Termstructures;
using namespace Cephei::QL::Models;
#define HANDLE
#undef ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Models { namespace Shortrate { namespace Calibrationhelpers {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of ICapHelper
	public ref class CCapHelper  : 
            public CCalibrationHelper,
            public Cephei::QL::Models::Shortrate::Calibrationhelpers::ICapHelper
	{
	protected: 
		boost::shared_ptr<QuantLib::CapHelper>* _ppCapHelper;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::CapHelper>* _phCapHelper;
#endif
		Object^ _CapHelperOwner;     // reference to object that manages the storage for this object
	internal:
		CCapHelper (Cephei::QL::Times::IPeriod^ length, Cephei::QL::IQuote^ volatility, Cephei::QL::Indexes::IIborIndex^ index, QL::Times::FrequencyEnum fixedLegFrequency, Cephei::QL::Times::IDayCounter^ fixedLegDayCounter, Boolean includeFirstSwaplet, Cephei::QL::Termstructures::IYieldTermStructure^ termStructure, Microsoft::FSharp::Core::FSharpOption<QL::Models::CalibrationHelper::CalibrationErrorTypeEnum>^ errorType, Cephei::QL::IPricingEngine^ QL_Pricer);
        CCapHelper (boost::shared_ptr<QuantLib::CapHelper>& childNative, Object^ owner);
        CCapHelper (QuantLib::CapHelper& childNative, Object^ owner);
        CCapHelper (CCapHelper^ copy);
        CCapHelper (PLATFORM::Type^ t);
#ifdef STRUCT
        CCapHelper (QuantLib::CapHelper childNative);
#endif       
#ifdef HANDLE
		CCapHelper (QuantLib::Handle<QuantLib::CapHelper>& childNative, Object^ owner);
		CCapHelper (QuantLib::Handle<QuantLib::CapHelper> childNative);
#endif
		virtual ~CCapHelper ();
		!CCapHelper ();

	internal:
		QuantLib::CapHelper& GetReference ();
		boost::shared_ptr<QuantLib::CapHelper>& GetShared ();
		QuantLib::CapHelper* GetPointer ();
        void SetCapHelper (boost::shared_ptr<QuantLib::CapHelper> native)
        {
            if (_ppCapHelper != NULL)
                delete _ppCapHelper;
            _ppCapHelper = new boost::shared_ptr<QuantLib::CapHelper> (native);
            SetCalibrationHelper (boost::dynamic_pointer_cast<QuantLib::CalibrationHelper> (*_ppCapHelper));
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::CapHelper>& GetHandle ();
#endif
		virtual bool HasNative () override;
    public:
		virtual Double BlackPrice (Double volatility) ;
        property Double ModelValue 
        {
		    virtual Double get () ;
        }
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
//z	[FactoryFor(Core::Generic::ICoCell<Cephei::QL::Models::Shortrate::Calibrationhelpers::ICapHelper^>::typeid)]
	[FactoryFor(Cephei::QL::Models::Shortrate::Calibrationhelpers::ICapHelper::typeid)]
	[FactoryFor(Cephei::QL::Models::Shortrate::Calibrationhelpers::ICapHelper_Factory::typeid)]
	public ref class CCapHelper_Factory sealed : public ICapHelper_Factory
	{
	public:
        virtual ICapHelper^ Create (Cephei::QL::Times::IPeriod^ length, Cephei::QL::IQuote^ volatility, Cephei::QL::Indexes::IIborIndex^ index, QL::Times::FrequencyEnum fixedLegFrequency, Cephei::QL::Times::IDayCounter^ fixedLegDayCounter, Boolean includeFirstSwaplet, Cephei::QL::Termstructures::IYieldTermStructure^ termStructure, Microsoft::FSharp::Core::FSharpOption<QL::Models::CalibrationHelper::CalibrationErrorTypeEnum>^ errorType, Cephei::QL::IPricingEngine^ QL_Pricer);
    };
   
/*Cephei*/ } /*QL*/ } /*Models*/ } /*Shortrate*/ } /*Calibrationhelpers */}
